+713.9%
PH vs WWD
+460.9%
+253.0%
-54.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.4% | +0.5% | +0.7% |
| 7D | +2.1% | +0.4% | +1.7% | +1.8% |
| 30D | +0.3% | -0.4% | +0.7% | +0.4% |
| 3M | -8.8% | -6.1% | -2.7% | -5.7% |
| 6M | +10.0% | -9.5% | +19.6% | +15.1% |
| YTD | +10.5% | +10.8% | -0.3% | +1.1% |
| 1Y | +15.5% | +23.5% | -8.0% | -1.8% |
| 3Y | +136.4% | +151.3% | -14.9% | +26.1% |
| 5Y | +213.6% | +187.8% | +25.8% | +49.4% |
| 10Y | +713.9% | +461.1% | +252.8% | +158.3% |
| All | +713.9% | +460.9% | +253.0% | +158.3% |
Cumulative growth
Daily Returns
Daily percentage return beside WWD.
Daily Out/Under-Performance
Portfolio return minus WWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WWD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded WWD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling